I have a security system through a local company, their office is just a few blocks from my house so I figure it's best to have it monitored by someone in the neighborhood rather than from a central office located in a different state somewhere. I'd recommend checking to see if there's a similar company in your area, you may be able to get better and more personable service than from the big national names.
I have no cameras at the moment but the doors are monitored, along with motion detectors strategically located to cover any entry into the first floor. It also monitors smoke detectors, which I think is more important than building security - having a break-in and getting stuff stolen is an awful thing, but a fire can be deadly. I lost my sister and her husband in a house fire some years ago, they didn't have smoke detectors so I'm kind of an evangelist on the topic.
Along with what I described above I also have a low temp alarm in the event of a furnace failure. I don't have one, but a floor flooding alarm can also be useful in the event of a broken pipe or clothes washer hose. I also have several LOUD alarm horns in the house and garage that will wake the dead - some years ago someone broke into my garage but the 140dB horn out there scared them away before they were able to take anything.
In these types of discussions people like to post pictures of guns and dogs, but they won't do any good if you're not home and you've brought your dog with you.
I have been thinking about adding cameras but haven't done so yet. The latest generation are very good; my neighbor has several of them, and they can generate high def images even in the middle of the night. We had a guy sneaking around in the alley one night last winter and jiggling knobs on garage doors, he didn't get into anyone's garage but he got video of him. this is a screen grab from the video:
